Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-06-15 0.321112 0.350408 0.382307 0.419823 0.463000 0.511455 0.570399
2025-06-22 0.282385 0.319732 0.362728 0.416500 0.482834 0.563202 0.669892
2025-06-29 0.255911 0.297694 0.347836 0.413585 0.499321 0.610045 0.768730
2025-07-06 0.231890 0.275173 0.328749 0.401590 0.500818 0.635817 0.842317
2025-07-13 0.220153 0.266283 0.325122 0.408042 0.526138 0.695832 0.974572
2025-07-20 0.210058 0.258280 0.321412 0.413260 0.549465 0.755467 1.118247
2025-07-27 0.198947 0.247864 0.313270 0.410956 0.560827 0.797771 1.242008
2025-08-03 0.190655 0.240510 0.308521 0.412704 0.577991 0.851285 1.398491
2025-08-10 0.178877 0.227535 0.294816 0.399671 0.569925 0.860489 1.470908
2025-08-17 0.167686 0.214727 0.280481 0.384404 0.556393 0.857803 1.517676
2025-08-24 0.161576 0.208734 0.275610 0.383312 0.566234 0.898776 1.670857
2025-08-31 0.159449 0.208260 0.278745 0.394999 0.599164 0.988771 1.969572
2025-09-07 0.154894 0.204160 0.276381 0.397924 0.617607 1.055151 2.242008
2025-09-14 0.149364 0.198324 0.270981 0.395298 0.625448 1.100871 2.478853
2025-09-21 0.144302 0.192926 0.265920 0.392791 0.633150 1.147769 2.743728
2025-09-28 0.137727 0.184947 0.256358 0.381745 0.622899 1.151654 2.869379
2025-10-05 0.135294 0.183149 0.256510 0.387769 0.647462 1.243410 3.367052
2025-10-12 0.132771 0.181075 0.256064 0.392626 0.670192 1.336154 3.946811
2025-10-19 0.129032 0.176936 0.251998 0.390495 0.677759 1.390999 4.410994
2025-10-26 0.126244 0.174167 0.250040 0.392120 0.693714 1.473026 5.099290
2025-11-02 0.121087 0.167455 0.241169 0.380024 0.677540 1.458999 5.244458
2025-11-09 0.115815 0.160404 0.231472 0.365837 0.655422 1.423949 5.244339
2025-11-16 0.113184 0.157490 0.228674 0.364821 0.663711 1.483518 5.921242